Knit into the stitch as usual but don't take it off the needle, purl into the same stitch you just knit into but don't take it off the needle, knit again into that same stitch and then take it off the needle.

When you are doing the KPK in the same stitch make sure that you remember to pass your thread between your needles and not over it thus making a yo. This is the first step in making bobbles as well, multiple knits and purls in the same stitch.